Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47440.25 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Anic Portfolio¶

Today¶

Return: 0.294 %¶

This Week¶

Return: -0.969 %¶

Total¶

Return: 55.335 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.640000 3130.000000 203.000000 6.940000 2927.000000
HEBA B 70 0.380000 2782.500000 146.500000 5.560000 2636.000010
HMS Networks 2 -1.160000 781.600000 108.600000 16.140000 673.000000
SAAB B 8 -0.390000 3429.600000 52.600000 1.560000 3377.000000
Nordea Bank Abp 29 0.620000 3504.940000 50.940000 1.470000 3453.999992
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.970000 393.600000 38.600000 10.870000 355.000000
Intrum 4 2.420000 558.000000 31.000000 5.880000 527.000000
Corem Property Group B 59 1.380000 607.110000 30.110000 5.220000 576.999999
Resurs Holding 22 1.040000 599.940000 25.940000 4.520000 573.999998
OEM International B 7 0.260000 547.400000 19.400000 3.670000 527.999997
Boozt 12 0.000000 1671.600000 17.600000 1.060000 1653.999996
AcadeMedia 12 -1.000000 572.880000 15.880000 2.850000 557.000004
Swedbank A 3 0.650000 579.600000 15.600000 2.770000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Eastnine 4 0.000000 504.000000 13.000000 2.650000 491.000000
Securitas B 6 1.000000 581.880000 11.880000 2.080000 570.000000
Creaspac SPAC 6 0.520000 583.800000 6.800000 1.180000 577.000002
Norva24 Group 16 -0.870000 549.120000 6.120000 1.130000 543.000000
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 1.360000 250.080000 4.080000 1.660000 246.000000
Coor Service Management Hold. 8 -0.030000 535.440000 3.440000 0.650000 532.000000
Handelsbanken A 5 0.370000 542.000000 -4.000000 -0.730000 546.000000
Midsona B 63 0.550000 571.410000 -11.590000 -1.990000 582.999984
Essity B 2 0.730000 553.200000 -20.800000 -3.620000 574.000000
CTEK 13 -4.240000 508.170000 -25.830000 -4.840000 533.999999
International Petroleum Corp. 5 2.810000 567.500000 -27.070000 -4.550000 594.565215
Essity A 4 1.280000 1112.000000 -37.000000 -3.220000 1149.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Sampo Oyj SDB 7 0.470000 3776.500000 -73.500000 -1.910000 3850.000000
Fasadgruppen Group 35 1.160000 3654.000000 -157.000000 -4.120000 3810.999990
Beijer Electronics Group 26 0.190000 2808.000000 -163.000000 -5.490000 2971.000006
OX2 18 -0.510000 1411.200000 -252.800000 -15.190000 1663.999992
Axfood 13 0.450000 3484.000000 -272.000000 -7.240000 3756.000001
Ovzon 52 -0.370000 2766.400000 -595.600000 -17.720000 3361.999992
TOTAL 46050.810000 -837.760000 -2.42873% 46888.564618

Updated:¶

'2023-01-27 10:08:08.937799'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶